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Background: The Coronavirus Disease 2019 (COVID-19) pandemic has triggered fear and distress among the public, thus potentiating the incidence rate of anxiety and depression. This study aims to investigate the psychological effect of quarantine on persons living in Morocco when the first COVID-19 cases were identified. The associations between anxiety, depression symptoms, and their predictors (sociodemographics, fatigue, and religious coping) were examined. Methods: A web-based cross-sectional survey, with a total of 1435 participants (≥18 years) recruited anonymously, was conducted during the COVID-19 pandemic (from 3 to 30 April 2020). A structured questionnaire was used to assess psychosocial factors, COVID-19 epidemic-related factors, and religious coping. Religious coping, fatigue, and depression, and anxiety were measured by Brief Religious Coping Scale (Brief RCOPE), Chalder Fatigue Scale (CFS), and Hospital Anxiety and Depression Scale (HADS), respectively. A generalized linear model (logistic regression) was used to determine the predictive factors of depression and anxiety. Results: The prevalence of anxiety and depression was 43.0% (n = 621) and 53.0% (n = 766), respectively. Both were associated with female gender, household income decline, tracking COVID-19 news, and fear to contract COVID-19 (aOR = 1.36 to 2.85). Additionally, 32.0% (n = 453) and 26.0% (n = 372) reported severe physical fatigue, and mental fatigue, respectively. Both latter factors were significantly and positively associated with depression as well as with anxiety. Depressive and anxious patients used more negative religious coping, while positive religious coping was slightly associated with depression. Conclusion: In this online survey of the general population in Morocco, anxiety and depressive symptoms are prevalent during the COVID-19 pandemic. Pandemic and psychosocial factors, such as female gender, income decline, infection fears, massive COVID-19 news exposure, negative religious coping, and fatigue were associated with increased risk of depression and anxiety symptoms. Psychosocial and financial support should be provided to the quarantined population. [ABSTRACT FROM AUTHOR]